As you must initialize your device before using it, no worries: this device will fully be set up with a wallet you will be the only one to know. Take care to "create a new wallet" when you configure it. Also, the genuineness of your device will be checked by the Ledger application on which you will connect while using the device.

If your device is recognized, it is a Ledger genuine one.

If your device is not recognized, it can be due to a simple failure (see this guide)